+210.4%
URI vs TW
+22.4%
+188.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +2.5% | -3.5% | +6.0% | +3.5% |
| 30D | -12.5% | +0.5% | -13.0% | -12.7% |
| 3M | -6.2% | +4.9% | -11.1% | -8.2% |
| 6M | +25.9% | -17.1% | +43.0% | +32.1% |
| YTD | +26.2% | -3.9% | +30.0% | +25.7% |
| 1Y | +5.5% | -13.3% | +18.7% | +8.6% |
| 3Y | +125.0% | +20.9% | +104.1% | +94.2% |
| 5Y | +210.4% | +20.5% | +189.9% | +158.1% |
| All | +210.4% | +22.4% | +188.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling